Iris Marie Mack is an American writer, speaker, former MIT professor, and former derivatives, quant/trader and investment banker.
1985 - John C. Cox, Jonathan E. Ingersoll and Stephen Ross, A theory of the term structure of interest rates, Cox–Ingersoll–Ross model
•
1973 - Fischer Black and Myron Scholes, The Pricing of Options and Corporate Liabilities and Robert C. Merton, Theory of Rational Option Pricing, Black–Scholes
Quantitative analyst | The President's Analyst | Quantitative trait locus | quantitative analyst | Quantitative research | Quantitative investing | Chartered Financial Analyst | California Legislative Analyst's Office | Business Analyst | systems analyst | quantitative easing | quantitative | Legislative Analyst's Office | Jane's Islamic Affairs Analyst | Certified International Investment Analyst | Business analyst |
Meriwether started the company with initial capital of $250 million with loyal quants and traders like Victor Haghani, Larry Hilibrand, Dick Leahy, Arjun Krishnamachar and Eric Rosenfeld.
Piotr Karasinski is a pioneering quantitative analyst, best known for the Black–Karasinski short rate model which he co-developed with the late Fischer Black.